#FuzzyLEAPs Higher premium than yesterday, probably due to inflation report coming tomorrow. Was able to get enough to end my day early.
Rolled $XSP Aug 11th 770 puts to Aug 12th 770 puts, .60 credit
Rolled $XSP Aug 11th 777 puts to Aug 12th 777 puts, 1.23 credit

#FuzzyLEAPs
Rolled $XSP Aug 10th 777 puts to Aug 11th 777 puts, 1.00 credit
Unless we experience an afternoon drop I will likely be moving my 770 puts higher.

#FuzzyLEAPs
Rolled $XSP Aug 7th 770 puts to Aug 10th 770 puts, .80 credit
Looking for same amount on 777 puts

#FuzzyLEAPs Filled right after the open…
Rolled $XSP Aug 6th 770 puts to Aug 7th 770 puts, 1.00 credit
Rolled $XSP Aug 6th 777 puts to Aug 7th 777 puts, .80 credit

#FuzzyLEAPs
Calendar roll: $XSP Aug 5th 770 puts to Aug 6th 770 puts, .70 credit
Diagonal roll: $XSP Aug 5th 768 puts to Aug 6th 777 puts, 2.63 credit

#FuzzyLEAPS Wonderful to be back ATM again, but the old frustrations wasted no time in cropping up: whether to wait when selling. Opened the day below both strikes but the blow out rally quickly got us above both strikes. This led to the age-old error of selling the high strike too early and the low strike too late.

Rolled $XSP Aug 4th 770 puts to Aug 5th 770 puts, .50 credit (now around 1.15)
Missed .90+ on the 765 puts, now going for under .50. Gonna see if any pullback comes.

#FuzzyLEAPs Nothing other than tiny pullbacks today.
Rolled $XSP Aug 3rd 765 puts to Aug 4th 765 puts, standard calendar trade, .12 credit
Rolled $XSP Aug 3rd 770 puts to Aug 4th 770 puts, swing roll, .10 credit

#FuzzyLEAPs Well, it is becoming my curse that when we have sharp down moves, I miss them, and when I try to move strikes down I get stuck in a sharp up move. In a Downside Warning it’s much easier to catch down moves but at this time it’s way more difficult. My accounts have not gone up meaningfully in months. I don’t know if this strategy is tenable in the long run for XSP, as it’s too difficult to roll strikes downward during a correction.

I caught the swings easily for one trade, but because I was holding out for lowering my strike on the second, I got screwed and moved to a higher strike instead. Skipped to Monday as I cannot trade tomorrow.

Rolled $XSP July 30th 765 puts to Aug 3rd 765 puts, 1.00 credit
Rolled $XSP July 30th 764 puts UP to Aug 3rd 770 puts, -.60 debit

#FuzzyLEAPs Missed the big drops again but still managed to find enough swings…
Rolled $XSP July 29th 764 puts to July 30th 764 puts, 1.00 credit
Rolled $XSP July 29th 765 puts to July 30th 765 puts, .50 credit

#FuzzyLEAPs. Well, I’m getting pretty sick of being deep ITM and today made it worse as I got caught in the rally for my second trade. I want to try and roll down but it’s not easy.

Rolled $XSP July 28th 764 puts to July 29th 764 puts, 1.00 credit
Rolled $XSP July 28th 760 puts UP to July 29th 765 puts, 2.50 credit

#FuzzyLEAPs Too busy of a morning to sit by my computer and I missed the decent drops. So I got stuck with an overall loss.

Rolled $XSP July 27th 764 puts to July 28th 764 puts, .20 credit
Rolled $XSP July 27th 760 puts to July 28th 760 puts, -.80 debit

#FuzzyLEAPs Rolling on the swings…
Rolled $XSP July 24th 764 puts to July 27th 764 puts, 1.00 credit
now working on the 760 puts…

#FuzzyLEAPs Both legged on the swings…
Rolled $XSP July 23rd 760 puts to July 24th 760 puts, .70 credit
Rolled $XSP July 23rd 764 puts to July 24th 764 puts, .20 credit

#FuzzyLEAPs Rolling on the swings to Thursday as I have a busy week…
Rolled $XSP July 20th 764 puts to July 23rd 764 puts, 1.00 credit
Now for the 760 puts…

#FuzzyLEAPs Both legged on the swings; was able to roll down a strike to the much more liquid 760…
Rolled $XSP July 17th 761 puts DOWN to July 20th 760 puts, 1.00 credit
Rolled July 17th 764 puts to July 20th 764 puts, .30 credit

#FuzzyLEAPs
Rolled $XSP July 16th 761 puts to July 17th 761 puts, .30 credit (standard calendar)
Rolled $XSP July 16th 764 puts to July 17th 764 puts, 1.00 credit (on swings)

#FuzzyLEAPs I’ve noticed that since Upside Warning started the bigger moves have been early so today I got it all done in first hour rather than wait.
Rolled $XSP July 15th 761 puts to July 16th 761 puts, .50 credit (standard calendar)
Rolled $XSP July 15th 764 puts to July 16th 764 puts, 1.00 credit (on swings)

#FuzzyLEAPs
Rolled $XSP July 14th 764 puts to July 15th 764 puts, .10 credit (on swings)
Rolled $XSP July 14th 761 puts to July 15th 761 puts, .16 credit (standard calendar)

#FuzzyLEAPs Both traded on the swings; caught a good move on one but couldn’t manage to on the second.
Rolled $XSP July 13th 765 puts DOWN to July 14th 764 puts, 1.04 credit
Rolled $XSP July 13th 761 puts to July 14th 761 puts, -.50 debit

#FuzzyLEAPs Crappy day on Wednesday as I was traveling and tried to do my usual swing rolls. Got swallowed by the rally, ending up going a strike higher with 1.50 and 2.00 debits. Won’t do that agin.
Today…
Rolled $XSP July 10th 761 puts to July 13th 761 puts, .21 creddit (standard calendar)
Rolled $XSP July 10th 765 puts to July 13th 765 puts, -.50 debit (failed swing roll)

#FuzzyLEAPs Rolled two days out as I’m busy tomorrow, and got only .30 each on the swings, 764 and 760 puts.

#FuzzyLEAPs Hard to get much pullback with Upside Warning in effect, but managed to roll on the swings:
Rolled $XSP July 6th 764 puts to July 7th 764 puts, .48 credit
Rolled $XSP July 6th 760 puts to July 7th 760 puts, .30 credit

#FuzzyLEAPs Got a swing roll on one but a straight calendar for two pennies on the other.
Rolled $XSP July 2nd 764 puts to July 6th 764 puts, 1.00 credit
Rolled $XSP July 2nd 760 puts to July 6th 760 puts, .02 credit

Have a Happy 4th everyone!

#FuzzyLEAPs Swing rolling again today, 1 down 1 to go
Rolled $XSP July 1st 764 puts to July 2nd 764 puts, .65 credit

#FuzzyLEAPs. Unfortunately had to roll to higher strikes again as two-rally disrupts my swing strategy. This is the pitfall of sticking to one-day rolls and not rolling down strikes, but provided we go back to the highs it should not have a negative long term effect.
Rolled $XSP June 30th 762 puts to July 1st 764 puts, -.35 debit
Rolled $XSP June 30th 758 puts to July 1st 760 puts, +.25 credit

#FuzzyLEAPs A rare day when the swing-rolls did NOT work. Forced to roll strikes higher and take a net loss.
Rolled $XSP June 29th 760 puts to June 30th 762 puts, -.45 debit
Rolled $XSP June 29th 756 puts to June 30th 758 puts, even

#FuzzyLEAPs Rolled one on the opening drop; 757 still to go
Rolled $XSP June 25th 760 puts to June 26th 760 puts, 1.00 credit

#FuzzyLEAPs Same as it ever was…. same as it ever was…
Rolled $XSP June 24th 760 puts to June 25th 760 puts, 1.00 credit
Rolled $XSP June 24th 757 puts to June 25th 757 puts, 1.00 credit

#FuzzyLEAPs Doing swing-calendar rolls today. One down, one to go
Rolled $XSP June 22nd 757 puts to June 23rd 757 puts, 1.00 credit

#FuzzyLEAPs Had to leg out then in on the swings again…
Rolled $XSP June 22nd 760 puts to June 23rd 760 puts, .50 credit
Rolled $XSP June 22nd 757 puts to June 23rd 757 puts, .50 credit

#FuzzyLEAPs
Rolled $XSP June 18th 757 puts to June 22nd 757 puts, .70 credit. Filled on opening bell. 760 puts still to go.

#FuzzyLEAPs.
Rolled $XSP June 17th 760 puts to June 18th 760 puts, .40 credit
Rolled $XSP June 17th 757 puts to June 18th 757 puts, .65 credit

#FuzzyLEAPs Nice to be back in the pocket
Rolled $XSP June 16th 760 puts to June 17th 760 puts, .85 credit
Rolled $XSP June 16th 757 puts to June 17th 757 puts, 1.40 credit

#FuzzyLEAPs A very rapid return to ATM; my orders filled but ended up being too early
Rolled $XSP June 15th 757 puts to June 16th 757 puts, .85 credit
Rolled $XSP June 15th 760 puts to June 16th 760 puts, .45 credit

#FuzzyLEAPs No time for legging today but we got high enough to get a little premium from straight calendars
Rolled $XSP June 12th 760 puts to June 15th 760 puts, .20 credit
Rolled $XSP June 12th 757 puts to June 15th 757 puts, .30 credit

#FuzzyLEAPs Trying for 1.00 and 2.00. First one filled but abrubt bounce higher had me lose .50 on the second
Rolled $XSP June 11th 760 puts to June 12th 760 puts, 1.00 credit
Rolled $XSP June 11th 757 puts to June 12th 757 puts, -.50 debit

#FuzzyLEAPs These swing-rolls are pretty easy on these choppy high-vol days. Probably should try to go for more than 1.00— could have gotten 7.00 on the first one. I figure I’ll just keep these deep ITM, making a gain on each day’s roll and then reaping the profits when the correction recovers.
Rolled $XSP June 10th 760 puts to June 11th 760 put, 1.00 credit
Rolled $XSP June 10th 757 puts to June 10th 757 puts, 1.00 credit

#FuzzyLEAPs Legged out then in on these. Screwed up the ask price on one so it was a no-credit roll…. rolled 2 days out as I’m busy tomorrow.
Rolled $XSP June 8th 760 puts to June 10th 760 puts, 1.00 credit
Rolled DOWN June 8th 758 puts to June 10th 757 puts, 0.00 credit.

#FuzzyLEAPs
Rolled $XSP June 3rd 758 puts to June 4th 758 puts, 1.20 credit
Asking same price to roll 760 puts

Didn’t post yesterday but I now have 758 and 760 short dailys, and I rolled the 720 LEAP spread up to 760. LEAPs now at 730, 740, and 760. Account values back to moving upward after quite a time of going sideways.

#FuzzyLEAPs
Rolled $XSP June 1st 754 puts to June 2nd 754 puts, .80 credit
Rolled UP June 1st 750 puts to June 2nd 758 puts, .74 credit

#FuzzyLEAPs Crappy day as my fills missed by a hair in the morning then market just kept slipping away from me. Forced to roll near all-time high.
Rolled $XSP May 28th 750 puts to May 29th 750 puts, .30 credit
Rolled UP May 28th 747 puts to May 29th 754 puts, .88 credit

#FuzzyLEAPs Filled on the morning dip, no waiting
Rolled $XSP May 27th 750 puts to May 28th 750 puts, .90 credit
Rolled $XSP May 27th 747 puts to May 28th 747 puts, .70 credit

#FuzzyLEAPs
Rolled $XSP May 26th 750 puts to May 27th 750 puts, .95 credit
I will probably be rolling my 740 puts higher